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The purpose of this short communication is to contribute in constructing some new solvers for the strong solution of stochastic ordinary differential equations. It is derived that new methods could… Click to show full abstract
The purpose of this short communication is to contribute in constructing some new solvers for the strong solution of stochastic ordinary differential equations. It is derived that new methods could be obtained as new variants of the high order scheme of Platen 1987. A simple technique to accelerate their speed will also be pointed out. Finally, numerical simulations are brought forward to show the efficiency of the derived methods.
Keywords:
construction accelerated;
accelerated methods;
differential equations;
scalar stochastic;
methods solving;
solving scalar
Journal Title: International Journal of Computing
Year Published: 2017
Link to full text (if available)
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Journal Title: International Journal of Computing
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!